-5.2%
DASH vs EL
-51.8%
+46.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.4% | -1.0% |
| 7D | +0.4% | +0.8% | -0.4% | +0.1% |
| 30D | -6.0% | +16.5% | -22.6% | -11.2% |
| 3M | -15.8% | +29.2% | -44.9% | -24.0% |
| 6M | +7.0% | +27.9% | -20.9% | -3.6% |
| YTD | -20.7% | +6.2% | -26.9% | -25.1% |
| 1Y | -8.5% | +27.2% | -35.7% | -20.0% |
| 3Y | +101.8% | +3.2% | +98.6% | +70.4% |
| 5Y | -9.6% | -66.0% | +56.4% | +49.8% |
| All | -5.2% | -51.8% | +46.6% | +64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling